+84.7%
META vs KRE
+11.1%
+73.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | -18.2% | +5.0% | -23.2% | -20.1% |
| 3M | +7.8% | -5.7% | +13.6% | +10.6% |
| 6M | +3.6% | +7.5% | -3.9% | -0.1% |
| YTD | -5.3% | +13.8% | -19.1% | -11.4% |
| 1Y | +2.7% | +20.7% | -17.9% | -6.6% |
| 3Y | +91.5% | +90.1% | +1.4% | +31.4% |
| 5Y | +84.7% | +11.5% | +73.2% | +89.9% |
| All | +84.7% | +11.1% | +73.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling